Optimal safety loading based the VaR and CTE risk measures from the insurer's perspective

TAN Tao, WU Lijun, ZHOU Yong

Journal of Systems Science & Complexity ›› 2025

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中国科学院数学与系统科学研究院期刊网
JSSC
PDF(169 KB)
Journal of Systems Science & Complexity ›› 2025

Optimal safety loading based the VaR and CTE risk measures from the insurer's perspective

  • TAN Tao1, WU Lijun1, ZHOU Yong2
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